Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 0.304437 0.330757 0.359110 0.392059 0.429469 0.470830 0.520301
2024-10-06 0.279882 0.314580 0.353840 0.401966 0.459939 0.528270 0.616043
2024-10-13 0.254417 0.292939 0.338098 0.395682 0.468246 0.558190 0.680649
2024-10-20 0.235338 0.276387 0.325943 0.391280 0.476892 0.587869 0.747261
2024-10-27 0.217685 0.259801 0.311884 0.382492 0.478136 0.607048 0.801282
2024-11-03 0.210305 0.255259 0.312281 0.391934 0.503824 0.661356 0.912177
2024-11-10 0.206782 0.255194 0.318177 0.408862 0.541125 0.736146 1.065963
2024-11-17 0.199090 0.248979 0.315217 0.412974 0.560068 0.785644 1.187862
2024-11-24 0.189991 0.240220 0.308046 0.410252 0.568203 0.818882 1.287595
2024-12-01 0.178721 0.227816 0.294951 0.397716 0.559800 0.823969 1.336878
2024-12-08 0.168744 0.216677 0.282972 0.385909 0.551334 0.827716 1.383919
2024-12-15 0.164029 0.212647 0.280902 0.388909 0.566901 0.874501 1.525288
2024-12-22 0.157349 0.205999 0.275359 0.387303 0.576751 0.916282 1.675566
2024-12-29 0.153731 0.203518 0.275763 0.395054 0.603335 0.993279 1.927376
2025-01-05 0.146566 0.195452 0.267215 0.387517 0.602020 1.015825 2.056548
2025-01-12 0.140534 0.188759 0.260367 0.382238 0.604194 1.045736 2.214691
2025-01-19 0.134057 0.181096 0.251586 0.373029 0.598065 1.057271 2.327173
2025-01-26 0.132044 0.180069 0.253136 0.381607 0.626718 1.149250 2.710556
2025-02-02 0.131666 0.181492 0.258628 0.397489 0.671694 1.287978 3.319086
2025-02-09 0.128794 0.178886 0.257393 0.401136 0.692186 1.372672 3.794225
2025-02-16 0.124858 0.174423 0.252840 0.398305 0.698659 1.423281 4.170415
2025-02-23 0.119415 0.167361 0.243620 0.386129 0.683677 1.414657 4.291960
2025-03-02 0.114419 0.160845 0.235055 0.374697 0.669352 1.405849 4.412805